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Gateway Files

Overview

The following list details files that are used specifically by the BVMF Gateway. For a list and description of general TT Gateway files, refer to Chapter 3, “TT Gateway Configuration and Setup” in the TT Gateway Architecture SAM Version 7.X.The files are divided into three types: configuration (.cfg or.ini), log (.log), and miscellaneous (.tbl and .dat). Due to space constraints, throughout the table, the following conventions are used:

  • * is the exchange name selected during the installation of the TT Gateway.
  • SessionID is the SessionId assigned to the particular Order Router that generates the file.
  • MemberID is the MemberId assigned in hostinfo.cfg for the particular Order Router that generates the file.
  • time consists of HHMMSS, where HH is the two-digit hour, MM is the two-digit minute, and SS is the two-digit second.
  • date consists of YYYYMMDD, where YYYY is the four-digit year, MM is the two-digit month, and DD is the two-digit day (e.g., 2011-08-02).
  • mode is either PROD (if the mode of the TT Gateway is set for production) or SIM (if the mode is set for simulation).
  • X signifies <root drive>
  • # is a variable integer.

Gateway Files Table

Gateway Files

Type

Filename

Directory

Description

Deletable?

Binary

tt_fast_listen.exe

X:ttexchange-flavor

TT FAST Listen executable.

Yes

Config Files

*HostInfo.cfg

X:ttconfig

Stores the customer’s connection information for the Price and Order Server.

No

Log Files

*_mode_MemberID_BVMF_send_recv_date.log

X:ttlogfiles

Refer to the FIX Log File section.

Conditional

*_mode_OrderServer_date.log

X:ttlogfiles

Order Server log file.

Yes

*_mode_PriceServer_date.log

X:ttlogfiles

Price Server log file.

Yes

Misc. Files

*_*_mode_bof.tbl

X:ttdatfiles

Fill Server file. Refer to the section called Fill Flow.

Conditional

*_*_mode_fills.tbl

X:ttdatfiles

An empty shell file.

Yes

*_mode_orders.tbl

X:ttdatfiles

The Order Server uses these files to track and manage its orders.

No

*_SessionId_mode_fills.tbl

X:ttdatfiles

Refer to the section called Order and Trade Book Files.

Conditional

*_date.cba

X:ttauditfiles

Tracks trader logins, outgoing orders, and order responses that the exchange sends back to the TT Gateway. This file includes timestamps with each event.

No

Exchange-flavor_mode_ttqap.dat

X:ttdatfiles

Used by the Price Server to continue calculating VAP for TTQAP-subscribed products after a startup.

No

*_mode_PositionByMGT.dat

X:ttdatfiles

Position are maintained in this file by the Fill Server for Fill Server Rollover.Conditional
*_mode_SessionId_BVMF_idx.dat

X:ttdatfiles

Used by the TT Gateway to look up messages persisted in *_msg.dat.

Conditional
*_mode_SessionId_BVMF_msg.dat

X:ttdatfiles

Contains the actual FIX messages sent to the exchange.

Conditional
*_mode_SessionId_BVMF_seqnum.dat

X:ttdatfiles

Used by the Order Server for FIX session sequence number persistence. The TT Gateway may have one or more of these XML files.

Conditional

FIX Log File

During operation, the FIX engine within the Order Server generates a unique logfile for all FIX messaging (including heartbeats) sent between an Order Router on the TT Gateway and the exchange host. Because the Order Server generates a log file for each Order Router, the filename of each log file contains the unique Session ID assigned to the Order Router in the hostinfo.cfg file.

The FIX log file uses the naming convention:

Exchange-flavor_mode_SessionID_BVMF_send_recv_date.log, where SessionID is the Session ID assigned in the Order Router section in hostinfo.cfg. The gateway populates FIX Tag SenderCompId with the Session ID, and populates FIX Tag TargetCompId as “BVMF”.

Example

BVMF_A_PROD_TRTT25_BVMF_send_recv_2011-10-23.log .

Whenever the Order Router sends or receives a FIX message, it writes the entire message to the Exchange-flavor_mode_SessionID_send_recv_date.log file.

Order and Trade Book Files

The Order Server uses several files to help manage and track all orders and fills that pass through the BVMF Gateway. The Order Server reads these files to memory and updates them whenever orders or fills are received. The TT Gateway stores these files in <root drive>:ttdatfiles

  • The Exchange-flavor_Mode_orders.tbl files record all orders (i.e., working, filled, deleted, etc.) sent to the BVMF Gateway and their status. The rest of this manual refers to these files as the orders.tbl files.

    Example

    If you installed a BVMF Gateway as “BVMF-C” in production mode, the file’s name is BVMF-C_PROD_orders.tbl.

  • The Exchange-flavor_SessionId_mode_fills.tbl file contains a record of all fills received from the exchange for the specified session (SessionId). The rest of this manual refers to this file as the fills.tbl file.

    Example

    If you installed a BVMF Gateway as “BVMF-C” in production mode, the file’s name is BVMF-C_653ABC_PROD_fills.tbl.

  • The Exchange-flavor_mode_SessionId_BVMF_msg.dat file contains FIX messages and information relevant to that particular order session and is used in conjunction with the Exchange-flavor_mode_SessionId_BVMF_idx.dat file, which the gateway uses to locate the messages in the *msg.dat file. The Exchange-flavor_mode_SessionId_BVMF_seqnum.dat file tracks sequence numbers of each message sent by the BVMF Gateway. The gateway syncs this number with the message sequence tracked by the exchange host.

For detailed information on how the BVMF Gateway uses these files to reconstruct the Order and Trade Book during disaster recovery, refer to .

X_TRADER® uses the Trade and Order book files to populate its Fill window and Order Book respectively whenever it connects to the BVMF Gateway.